+34.1%
D vs DGX
+255.3%
-221.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.7% | -1.6% |
| 7D | -2.2% | -0.9% | -1.4% | -2.0% |
| 30D | -4.5% | -1.2% | -3.3% | -4.2% |
| 3M | -2.5% | +15.8% | -18.3% | -7.5% |
| 6M | +5.5% | +18.2% | -12.6% | -0.7% |
| YTD | +13.3% | +37.2% | -23.9% | +1.0% |
| 1Y | +11.8% | +30.4% | -18.5% | +1.3% |
| 3Y | +56.7% | +96.7% | -40.0% | +23.1% |
| 5Y | +4.3% | +67.2% | -62.9% | -14.9% |
| All | +34.1% | +255.3% | -221.3% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DGX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling